+11.7%
BABA vs ETN
+541.6%
-529.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -13.8% | +3.6% | -17.4% | -14.8% |
| 30D | -15.1% | -13.4% | -1.7% | -12.0% |
| 3M | -22.7% | -21.9% | -0.8% | -17.6% |
| 6M | -34.7% | -12.8% | -21.9% | -33.4% |
| YTD | -35.0% | +12.1% | -47.1% | -39.6% |
| 1Y | -40.4% | +0.8% | -41.2% | -42.7% |
| 3Y | +21.9% | +64.5% | -42.6% | -5.9% |
| 5Y | -39.9% | +121.7% | -161.6% | -59.8% |
| All | +11.7% | +541.6% | -529.9% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling